If you type a URL in a keynote slide it will become a link and you can then edit the link and the text associated to it on the slide.
There is an annoying limitation (AFIAK) Trying to use custom URL scheme inside Keynote on iPad to launch another application, this does not appear to work to launch another app.
After much strife here is a way to do this:
Create a hyperlink as outlined in the Help menu (make sure you put a space or something after the web address).
Tap the link and enter the link settings.
Change the displayed name to "Go" or "Follow" or anything at all.
Tap on the slide to exit the Settings.
Change the field you have created to the same size as the object you want to use to activate the link by adjusting the font size and field width.
Place the field on top of the object you want to use for the link.
Select the field, tap the the info. button at the top, select the Style tab, select "Style Options" at the bottom and adjust the Opacity slider to 0%.
The text of the field will disappear and the object will now activate the link when it is tapped by the user.
Not the most elegant, but it will get the job done until Apple enables hyperlinking for objects. This only works for Safari links not navigation within Keynote or even other apps.
Hope this helps